Daiwa Securities Living Inve AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.97% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 11.27 | |
| 0.0797 | 22.99 | |
| 0.9152 | 237.40 | |
| 0.1123 | 2.96 |
Estimation Period:
Jun 22, 2006 to Feb 10, 2026
Jun 22, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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